-17.9%
CLS vs TRMB
-31.7%
+13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.2% |
| 7D | +16.3% | +2.8% | +13.5% | +15.0% |
| 30D | -25.7% | -5.9% | -19.8% | -24.0% |
| 3M | -30.9% | -3.3% | -27.6% | -30.2% |
| 6M | -35.5% | +1.3% | -36.8% | -35.3% |
| YTD | -18.7% | -29.0% | +10.3% | +3.7% |
| 1Y | -17.9% | -27.8% | +9.9% | +1.9% |
| All | -17.9% | -31.7% | +13.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling